4 month Cry It Out?

Alright mamas,
This is my first time posting:
My 4 month old still wakes about every 2 hours at night. When she was 2 months , the pediatrician recommended that I let her cry for 20 minutes before going to her, at which point I nurse her, put her in her crib and she usually cries for a few more minutes before falling asleep.
At her 4 month check up the doctor stressed that she doesn't need night feeding she just cries for me to help put her back asleep. She said the window for sleep training is quickly closing and that for 3 nights in a row I need to let her cry and not go to her until morning.
That sounds absolutely heartbreaking !!!!
Has anyone done that and it actually worked after 3 nights? Letting your baby cry 3 three full nights taught them to sleep?
Does anyone have another strategy? ( we do all of the little things, white noise, calm atmosphere, night time routine and so on)
Thank you in advance for your positive and helpful responses!